SITC International Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.47% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1995 | 12.52 | |
| 0.0618 | 10.31 | |
| 0.9040 | 181.71 | |
| 0.0164 | 1.83 |
Estimation Period:
Oct 6, 2010 to Feb 6, 2026
Oct 6, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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